Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.250515 0.270991 0.293086 0.318830 0.348163 0.380744 0.419945
2025-12-21 0.220452 0.246338 0.275722 0.311920 0.355842 0.408127 0.476199
2025-12-28 0.205364 0.235390 0.270875 0.316643 0.375246 0.449452 0.553476
2026-01-04 0.195419 0.228803 0.269629 0.324434 0.398086 0.496894 0.645810
2026-01-11 0.183071 0.217777 0.261328 0.321630 0.405846 0.524310 0.714284
2026-01-18 0.175438 0.211846 0.258669 0.325479 0.422416 0.565564 0.810836
2026-01-25 0.163743 0.199687 0.246675 0.315094 0.417017 0.572788 0.852966
2026-02-01 0.153268 0.188434 0.235030 0.304038 0.409160 0.574664 0.885493
2026-02-08 0.146786 0.182111 0.229634 0.301389 0.413557 0.596451 0.958458
2026-02-15 0.144108 0.180743 0.230935 0.308528 0.433778 0.647319 1.100354
2026-02-22 0.139326 0.176156 0.227308 0.307805 0.440985 0.676157 1.204229
2026-03-01 0.134527 0.171281 0.222939 0.305519 0.445193 0.699871 1.303268
2026-03-08 0.129532 0.166009 0.217857 0.301994 0.447370 0.720957 1.405596
2026-03-15 0.124373 0.160270 0.211774 0.296411 0.445334 0.733377 1.490322
2026-03-22 0.122251 0.158818 0.212023 0.301134 0.462340 0.787767 1.713645
2026-03-29 0.120911 0.158424 0.213819 0.308509 0.485075 0.859012 2.027624
2026-04-05 0.117338 0.154547 0.209995 0.305979 0.488407 0.886893 2.213896
2026-04-12 0.115383 0.153003 0.209732 0.309577 0.504222 0.947661 2.564389
2026-04-19 0.110667 0.147101 0.202273 0.299958 0.492147 0.936823 2.615200
2026-04-26 0.106066 0.141239 0.194670 0.289695 0.477957 0.918724 2.627762
2026-05-03 0.103365 0.138199 0.191491 0.287236 0.479947 0.943578 2.859666
2026-05-10 0.102686 0.138229 0.193266 0.293871 0.501992 1.027428 3.474503
2026-05-17 0.100585 0.135973 0.191181 0.293199 0.507952 1.067411 3.897538